Hello,
Sorry to hear about the inconvenience but we have further confirmed this concern with the default WordPress Theme activated too like Storefront on our Test Site and the order of the Product Categories appearing under the Dashboard > Appearance > Menus is the same as it is (i.e. Alphabetical Order).
So, this functionality here isn’t influenced by the Theme itself. It might be from WordPress end or WooCommerce end. So, you might want to contact the respective mentioned Support in this regard if they can provide you with any sort of guide or help in this regard (if applicable).
Hope you can understand our limitations in this regard !
Best Regards